"They did everything better than we did," said Milwaukee head coach Scott Skiles. "We even had a hard time moving the ball because they were more physical than us all night."

Milwaukee was aiming to open 3-0 for the first time since 2005-06.

Down 22-19, Marc Gasol hit a jump shot to ignite a 13-0 Memphis run that stretched into the second quarter. The Grizzlies went up 32-22 on a Jerryd Bayless 3-pointer, and the lead swelled to 69-47 when Gay completed a three- point play at the foul line with 7-plus minutes remaining in the third quarter.

The Bucks managed to trim their deficit to seven, but Memphis' Quincy Pondexter and Wayne Ellington nailed back-to-back threes to make it 81-68 heading into the fourth quarter.